Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance

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  • Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance Book Detail

  • Author : Jiongmin Yong
  • Release Date : 2001-12-28
  • Publisher : World Scientific
  • Genre : Mathematics
  • Pages : 286
  • ISBN 13 : 9814489697
  • File Size : 85,85 MB

Recent Developments In Mathematical Finance - Proceedings Of The International Conference On Mathematical Finance by Jiongmin Yong PDF Summary

Book Description: The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects on some recent developments in certain important aspects of mathematical finance.

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Recent Developments in Mathematical Finance

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The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultabl

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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical